How do I upgrade the release for mysql server?
I want to upgrade from 5.1.41 to 5.1.5
Do I have to do an entire reinstall?
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First, from 5.1.41 to 5.1.5 is a massive downgrade. Current version is 5.1.50 (the numbers are integer counters, not decimal fractions).
Beside that, the single most important thing is a working backup. After that, there is the question how you did install it in the first place?
Either way, your data files should continue to work, but you must run mysql_upgrade to allow for possible modifications of the binary format to take place before restarting the daemons.